+12.9%
PCG vs KMX
+368.0%
-355.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | -1.6% | -7.4% | +5.8% | -0.8% |
| 30D | +1.4% | -3.4% | +4.8% | +1.7% |
| 3M | -23.4% | -11.3% | -12.1% | -22.5% |
| 6M | -19.4% | +30.6% | -49.9% | -22.1% |
| YTD | -18.5% | +33.2% | -51.7% | -21.9% |
| 1Y | -19.5% | +66.7% | -86.2% | -25.0% |
| 3Y | -21.0% | -22.1% | +1.1% | -21.2% |
| 5Y | +13.7% | -66.7% | +80.5% | +22.3% |
| 10Y | -77.2% | +1.9% | -79.1% | -78.2% |
| All | +12.9% | +368.0% | -355.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling